IWM vs. USD=X
IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index, while USD=X (USD Cash) is a currency. Over the past 10 years, IWM returned 10.81%/yr vs 0.00%/yr for USD=X.
Performance
IWM vs. USD=X - Performance Comparison
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Returns By Period
IWM
- 1D
- 1.45%
- 1M
- 0.32%
- 6M
- 13.40%
- YTD
- 20.97%
- 1Y
- 35.31%
- 3Y*
- 16.47%
- 5Y*
- 7.63%
- 10Y*
- 10.81%
- ALL TIME*
- 8.82%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
- ALL TIME*
- 0.00%
IWM vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 20.97% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
IWM vs. USD=X — Risk / Return Rank
IWM
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IWM vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and USD Cash (USD=X). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IWM | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | — | — |
| Martin ratioReturn relative to average drawdown | 11.33 | — | — |
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Drawdowns
IWM vs. USD=X - Drawdown Comparison
The maximum IWM drawdown since its inception was -59.05%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IWM and USD=X.
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Drawdown Indicators
| IWM | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | 0.00% | -59.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | 0.00% | -11.03% |
Max Drawdown (3Y)Largest decline over 3 years | -27.50% | 0.00% | -27.50% |
Max Drawdown (5Y)Largest decline over 5 years | -31.91% | 0.00% | -31.91% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | 0.00% | -41.13% |
Current DrawdownCurrent decline from peak | -1.30% | 0.00% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -10.72% | 0.00% | -10.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 0.00% | +3.12% |
Volatility
IWM vs. USD=X - Volatility Comparison
iShares Russell 2000 ETF (IWM) has a higher volatility of 3.36% compared to USD Cash (USD=X) at 0.00%. This indicates that IWM's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWM | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 0.00% | +3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 14.23% | 0.00% | +14.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.38% | 0.00% | +19.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.49% | 0.00% | +22.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.01% | 0.00% | +23.01% |
Frequently Asked Questions
IWM has higher volatility (3.36%) compared to USD=X (0.00%). In terms of maximum drawdown, IWM dropped -59.05% vs USD=X's 0.00%.
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